Listagem Produção Intelectual em Bases Externas por autor "Prince, Diogo de"

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Macro-hysteresis test for Brazilian exports of manufactured products: a threshold panel approach

Kannebley Júnior, Sérgio; Baroni, Joao Paulo Martins; Prince, Diogo de
2015-11

This study tests for macro-hysteresis in Brazilian exports of manufactured products using a panel model with threshold parameters according to Hansen. To test hysteresis, the threshold variables are built based on studies ...
Strong hysteresis in Brazilian imports: A panel cointegration approach

Prince, Diogo de; Kannebley Júnior, Sérgio
2013

Purpose: The purpose of this paper is to investigate the hysteresis hypothesis for the price and quantity of Brazilian imports in recent years. Design/methodology/approach: The empirical measure of strong macro hysteresis, ...
Time-dependent or state-dependent pricing?: evidence from firms' response to inflation shocks

Guimarães, Bernardo de Vasconcellos; Mazini, André Chaves; Prince, Diogo de
2016-03-10

This paper proposes a test for distinguishing between time-dependent and state-dependent pricing based on whether the timing of pricing changes is affected by realized or expeted inflation. Using Brazilian data and exploring ...